I just bought Vampire: The Masquerade - Bloodlines but so far any installation attempt has failed, its always the same error
"Unable to execute file:
C:\Users\CASA\AppData\Local\Temp\is-MULPR.tmp\directx_Jun2010_redist.exe"

ShellExecuteEx failed; code 2"

Directx is updated, already tried downloading the game again, but so far nothing works

Have you tried the following troubleshoots?

1. Test the RAM on your machine (Windows Memory Diagnostic, or Memtest86)
2. Download vcredist_x86_2008.exe and directx_Jun2010_redist.exe, DXSETUP.exe and install them separately before launching the game installer (installer issues)

You could try running the setup as administrator.
Doesn't the game install even if the DirectX installer fails?
I think I've canceled the DX install during installation several times, could be mistaken though.

Most likely culprit is the antivirus preventing the installer from dropping an executable. Try disabling it and then running the installer.

Yes, I tried, no results, same error Already done, same error Its not in Program Files, and Compatibility Mode also doesnt help Antivirus is already disabled, that also didnt help

What OS?

It's an old game, try Compatibility Mode as I suggested earlier.

EDIT: I replied prior to your edit.

Have you tried other compatibility settings on the exe?

Windows 8, and I tried, it didnt changed anything, I got the same error

EDIT:Yes

Did you try all install options (Galaxy, GOG-Downloader and browser download/manual install)?

Yes, also didnt help

Did you try all the compatibility settings at once? EDIT: There are also a number of unoffcial patches that may help.

Sorry about your troubles. I'd suggest contacting GOG Support if nobody here can help you. If they're unable to help you (after a bit of back and forth), you'll be entitled to a refund.

So, you have downloaded from Microsoft the directx _jun2010_resist.exe yes, and you have saved it to a folder say c:\temp. You have then opened windows explorer window and double clicked on the exe file and you get this shell error. Is this correct? If so, I can think maybe you have associated .exe files with another application, which shouldn't happen. Otherwise you have a real problem, do any executables run on your machine, have you tried logging in as admin account?

You may want to check that again. JMich is likely right as this is almost always due to security/AV software interfering. Try rebooting and confirming it's actually turned off.

No. He is running GOG's VtM:B installer, which extracts the DX setup in the temp folder and runs it at the end, and the DX setup cannot run. Since he is running the VtM:B installer just fine, executables are running correctly, which does lead me to believe that the DX setup isn't extracted or copied to the temp folder correctly.
But since The-Phantasm reported that disabling his AV didn't help, I've no clue what the cause may be, other than perhaps the installer being sandboxed for some reason.